| 约束泛最小二乘估计及其Cook距离 |
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| 引用本文： | 卢冬晖,江秉华,伍丽.约束泛最小二乘估计及其Cook距离[J].湖北师范学院学报(自然科学版),2013(3):61-65. |
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| 作者姓名： | 卢冬晖 江秉华 伍丽 |
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| 作者单位： | 湖北师范学院数学与统计学院,湖北黄石,435002 |
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| 摘 要： | 通过求极值给出了普通线性模型y=Xβ+e在约束Aβ=b下的泛最小二乘估计∧β*u=∧βu-(X’PX+kQ)-1A’{A(X’PX+kQ)-1A’}-1(∧Aβu-b)并得到其Cook距离的一个简化公式。
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| 关 键 词： | 泛最小二乘估计 约束泛最小二乘估计 Cook距离 |
Restricted universal least squares estimator and it's Cook's distance |
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| LU Dong-hui
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JIANG Bing-hua
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WU Li.Restricted universal least squares estimator and it's Cook's distance[J].Journal of Hubei Normal University(Natural Science),2013(3):61-65. |
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| Authors: | LU Dong-hui JIANG Bing-hua WU Li |
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| Institution: | ( College of Mathematics and Statistics, Hubei Normal University , Huangshi 435002, China) |
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| Abstract: | In this paper , by calculating extremum, the universal least square estimation with restricted are abtained. We slso simplified Cook＇s distance of the universal least square estimation with restricted. |
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| Keywords: | universal least square estimation universal least square estimation with restricted Cook's distance |
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